Local and Superlinear Convergence for Partially Known Quasi-Newton Methods

DOI10.1137/0801005zbMATH Open0752.90063OpenAlexW2059338280MaRDI QIDQ4017638FDOQ4017638

Authors: Héctor Martínez, J. Engels 

Publication date: 16 January 1993

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0801005

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zbMATH Keywords

secant methodconstrained optimizationunconstrained optimizationnonlinear least-squaresbounded deteriorationlocal and \(q\)- superlinear convergence of quasi-Newton methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cited In (22)

• On simulation and optimization of macroeconometric models
• Operations research and optimization (ORO)
• Greedy Quasi-Newton Methods with Explicit Superlinear Convergence
• Title not available (Why is that?)
• Nonlinear conjugate gradient methods with structured secant condition for nonlinear least squares problems
• New results on superlinear convergence of classical quasi-Newton methods
• Greedy PSB methods with explicit superlinear convergence
• Rates of superlinear convergence for classical quasi-Newton methods
• A new structured spectral conjugate gradient method for nonlinear least squares problems
• Exploiting additional structure in equality constrained optimization by structured SQP secant algorithms
• Numerical algorithms for constrained maximum likelihood estimation
• Scaled nonlinear conjugate gradient methods for nonlinear least squares problems
• A robust combined trust region–line search exact penalty projected structured scheme for constrained nonlinear least squares
• Structured symmetric rank-one method for unconstrained optimization
• Adaptive algorithm for constrained least-squares problems
• Local and superlinear convergence of quasi-Newton methods based on modified secant conditions
• Globally convergent three-term conjugate gradient methods that use secant conditions and generate descent search directions for unconstrained optimization
• A bounded deterioration property of a symmetric positive definite class of Newton-like methods and its application
• Local and superlinear convergence for truncated iterated projections methods
• A Kantorovich theorem for the structured PSB update in Hilbert space.
• A structured L-BFGS method and its application to inverse problems
• A Convergence Theory for a Class of Quasi-Newton Methods for Constrained Optimization

Uses Software

• ve08

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